Wanjun Jiang

Guang Hua School of Management, Peking University

Beijing

China

SCHOLARLY PAPERS

2

DOWNLOADS
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Top 15,537

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3,406

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Does VIX Truly Measure Return Volatility?

Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Forthcoming
Number of pages: 35 Posted: 31 Aug 2014 Last Revised: 07 Jul 2020
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University and Tulane University - A.B. Freeman School of Business
Downloads 3,096 (3,906)
Citation 7

Abstract:

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Implied Volatility, VIX, Ex-ante Moments

2.

Decomposing the VIX: Implications for the Predictability of Stock Returns

The Financial Review, Forthcoming
Number of pages: 58 Posted: 14 Mar 2016 Last Revised: 15 Jul 2020
West Virginia University - Department of Finance, Guang Hua School of Management, Peking University, West Virginia University and Tulane University - A.B. Freeman School of Business
Downloads 310 (106,946)

Abstract:

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Polynomial Variation, Quadratic Variation, Variance Risk Premium, Tail Risk Premium, Predictability